-53.8%
TEAM vs IAU
+139.7%
-193.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.7% | -5.2% | -6.8% |
| 7D | -5.7% | +0.7% | -6.4% | -5.7% |
| 30D | +18.3% | +0.3% | +18.0% | +18.3% |
| 3M | +80.2% | +0.7% | +79.5% | +80.2% |
| 6M | +111.0% | -15.5% | +126.5% | +112.4% |
| YTD | +8.8% | +1.0% | +7.8% | +6.6% |
| 1Y | +2.2% | +19.6% | -17.4% | -3.4% |
| 3Y | -14.6% | +125.4% | -140.1% | -32.7% |
| 5Y | -53.8% | +140.7% | -194.5% | -65.5% |
| All | -53.8% | +139.7% | -193.5% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IAU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling